Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494621.1709 | 405267.7633 | 89353.4076 | 697740.2479 | 1577221.9498 | -879481.7019 |
Total P&L (%) | 494.6212 | 405.2678 | 89.3534 | 697.7402 | 1577.222 | -879.4817 |
Avg Daily Profit (%) | 0.2374 | 0.1945 | 0.0429 | 0.0997 | 0.1354 | 0 |
Buy And Hold Return (%) | 23.8729 | 23.8729 | 23.8729 | 23.8729 | 23.8729 | 23.8729 |
Max Trade Drawdown | -155649 | -61373 | -127496 | -3630758 | -1285522 | -2896332 |
Profit Factor | 1.3817 | 1.6564 | 1.1317 | 1.0551 | 1.2954 | 0.8797 |
Total Trades | 557 | 279 | 278 | 557 | 279 | 278 |
Winning Trades | 268 | 124 | 144 | 268 | 124 | 144 |
Losing Trades | 289 | 155 | 134 | 289 | 155 | 134 |
Profitability (%) | 48.1149 | 44.4444 | 51.7986 | 48.1149 | 44.4444 | 51.7986 |
Ratio Avg Win / Avg Loss | 1.49 | 2.0704 | 1.0531 | 1.1378 | 1.6192 | 0.8187 |
Largest Winning Trade | 178982 | 178982 | 42956 | 805948 | 805948 | 602679 |
Largest Losing Trade | -40028 | -17112 | -40028 | -976224 | -270861 | -976224 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Losers | 37 | 35 | 39 | 37 | 35 | 39 |
Bars Traded | 24756 | 11827 | 12929 | 24756 | 11827 | 12929 |
Profit Streak | 19.9935 | 19.9935 | 21.7435 | 19.9935 | 19.9935 | 21.7435 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423586 | 360369 | -212007 | -216048 | -11338 | -579096 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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